Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598053.4077 | 513739.1984 | 84314.2093 | 106010.972 | 951075.7469 | -845064.7748 |
Total P&L (%) | 598.0534 | 513.7392 | 84.3142 | 106.011 | 951.0757 | -845.0648 |
Avg Daily Profit (%) | 0.261 | 0.2242 | 0.0368 | 0.0315 | 0.1027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308110 | -215672 | -119415 | -2533968 | -1420250 | -1356225 |
Profit Factor | 1.4538 | 1.7286 | 1.1376 | 1.0164 | 1.2809 | 0.7242 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 249 | 133 | 116 | 249 | 133 | 116 |
Profitability (%) | 36.6412 | 32.4873 | 40.8163 | 36.6412 | 32.4873 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.5138 | 3.5922 | 1.6495 | 1.7576 | 2.6618 | 1.0501 |
Largest Winning Trade | 317917 | 317917 | 59203 | 1938771 | 1938771 | 305812 |
Largest Losing Trade | -43404 | -43404 | -28830 | -268078 | -244261 | -268078 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 6731 | 3855 | 2876 | 6731 | 3855 | 2876 |
Profit Streak | 7.5291 | 7.5291 | 18.8625 | 7.5291 | 7.5291 | 18.8625 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323002 | 221144 | -213573 | -353801 | -59732 | -580868 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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